cyrnel

It can be either, or both.
Depends on the dimmer but they generally cut the AC wave to reduce power to the light. They'll use a little thyristor which delays then switches power on rapidly at some point in the wave, thereby reducing total output. This now hard ramp, switching at AC frequency, causes the interference. It can come back through the line or be picked up as RFI by other parts in your audio system. You probably noticed it's worst at half brightness? That's because at half power the switching occurs halfway through each wave - at peak amplitude.

You're sure it's proximity and not coming through the wiring?

Dimmers in lamps are usually junk. Better ones have shielding and coils to reduce interference. Have you tried an external dimmer? If you don't need the dimming you could replace the dimmer knob with a switch, or just an external switch.

__________________
There are a vast number of people who are uninformed and heavily propagandized, but fundamentally decent. The propaganda that inundates them is effective when unchallenged, but much of it goes only skin deep. If they can be brought to raise questions and apply their decent instincts and basic intelligence, many people quickly escape the confines of the doctrinal system and are willing to do something to help others who are really suffering and oppressed." -Manufacturing Consent: Noam Chomsky and the Media, p. 195